20251109-银河期货-_商品期权日报_商品期权成交量589万张_铁矿石期权IV上升6.44_12页_889kb

Commodity Options Daily Report Summary - November 9, 2025

Trading Volume Highlights:
Total volume for commodity options reached 589 million contracts. Key high-volume options included Carbonate lithium at 92 million, PTA at 57 million, and industrial silicon at 36 million contracts.

Open Interest Highlights:
Pure碱 option held over 93 million contracts, and bean meal option exceeded 86 million contracts, reflecting strong holder interest.

PCR Analysis:
PCR values indicated potential trading opportunities and risks. For example, iron ore option PCR rose to 1.32, suggesting overpriced puts, while ethylene glycol option PCR dropped to 0.29, indicating possible undervaluation and liquidity concerns.

Implied Volatility (IV) Changes:
Iron ore option IV increased by 6.44%. In agriculture, bean two option IV rose by 0.52%, and lean hog IV fell by 0.49%. Energy sectors showed mixed results, with PVC IV up 0.51% and烧碱 down 2.14%. Metal options varied, with no major trends.

Risk and Disclaimer:
This report is for reference only and not investment advice. Data accuracy is not guaranteed; readers should conduct independent analysis and consider liquidity risks.